Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.502076 0.560107 0.624733 0.702539 0.794342 0.900051 1.032208
2025-01-19 0.415903 0.484538 0.565821 0.670545 0.803940 0.971080 1.201170
2025-01-26 0.373261 0.450081 0.545678 0.676008 0.853381 1.093204 1.454888
2025-02-02 0.341968 0.424182 0.530809 0.683395 0.903586 1.222862 1.748563
2025-02-09 0.312433 0.396404 0.509007 0.676731 0.931119 1.323342 2.023321
2025-02-16 0.291462 0.377419 0.496246 0.679963 0.972148 1.450672 2.378142
2025-02-23 0.266587 0.350435 0.468998 0.657542 0.968587 1.502964 2.611547
2025-03-02 0.243569 0.324045 0.439928 0.628490 0.949149 1.522825 2.785865
2025-03-09 0.232164 0.313417 0.433053 0.633344 0.987241 1.654393 3.244827
2025-03-16 0.226536 0.310699 0.437668 0.657055 1.061855 1.872866 4.002594
2025-03-23 0.218675 0.303901 0.435128 0.668061 1.114360 2.058582 4.773615
2025-03-30 0.210254 0.295574 0.429313 0.672440 1.154390 2.226808 5.593658
2025-04-06 0.200183 0.284339 0.418405 0.667515 1.177205 2.367243 6.445046
2025-04-13 0.186949 0.267267 0.396526 0.640066 1.148608 2.374028 6.830703
2025-04-20 0.180833 0.261264 0.392878 0.646606 1.194787 2.588891 8.226021
2025-04-27 0.175415 0.256026 0.390083 0.654396 1.245185 2.832953 10.033395
2025-05-04 0.168302 0.247546 0.380961 0.648604 1.262932 2.988587 11.609406
2025-05-11 0.163111 0.241975 0.376584 0.651938 1.303423 3.230491 14.077170
2025-05-18 0.154818 0.230714 0.361205 0.630932 1.279653 3.254004 15.159691
2025-05-25 0.146199 0.218525 0.343479 0.603562 1.236008 3.198425 15.615982
2025-06-01 0.142527 0.214667 0.340846 0.608204 1.277141 3.461369 19.243767
2025-06-08 0.141393 0.215116 0.346192 0.630653 1.370606 3.966249 26.929913
2025-06-15 0.138777 0.212809 0.346143 0.641072 1.432806 4.381661 35.808152